Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 0.253682 0.274531 0.297069 0.323381 0.353432 0.386898 0.427287
2026-01-18 0.231564 0.259398 0.291171 0.330567 0.378742 0.436608 0.512770
2026-01-25 0.207746 0.238136 0.274132 0.320691 0.380531 0.456674 0.564109
2026-02-01 0.188555 0.219875 0.258019 0.308994 0.377158 0.468101 0.604311
2026-02-08 0.175844 0.208139 0.248446 0.303916 0.380843 0.488196 0.658717
2026-02-15 0.170680 0.205239 0.249512 0.312416 0.403269 0.536774 0.764300
2026-02-22 0.162416 0.197582 0.243515 0.310374 0.410020 0.562593 0.838260
2026-03-01 0.154608 0.189933 0.236838 0.306545 0.413338 0.583011 0.906711
2026-03-08 0.146610 0.181512 0.228467 0.299431 0.410639 0.592886 0.957344
2026-03-15 0.140219 0.174903 0.222161 0.294768 0.411133 0.607904 1.021216
2026-03-22 0.137489 0.173151 0.222546 0.300084 0.428112 0.654024 1.162568
2026-03-29 0.137263 0.174833 0.227894 0.313370 0.459775 0.732440 1.405563
2026-04-05 0.132503 0.170010 0.223658 0.311570 0.465911 0.764297 1.552069
2026-04-12 0.129848 0.168075 0.223597 0.316502 0.484694 0.825743 1.810944
2026-04-19 0.123692 0.160740 0.214924 0.306457 0.474532 0.823104 1.875642
2026-04-26 0.117672 0.153376 0.205870 0.295196 0.461021 0.811025 1.906000
2026-05-03 0.113565 0.148691 0.200745 0.290307 0.459372 0.826058 2.039867
2026-05-10 0.112650 0.148711 0.202934 0.298157 0.483646 0.907623 2.481743
2026-05-17 0.109640 0.145435 0.199723 0.296222 0.487798 0.940143 2.751052
2026-05-24 0.106467 0.141792 0.195748 0.292642 0.488115 0.962783 2.996799
2026-05-31 0.102844 0.137337 0.190277 0.286007 0.481276 0.964799 3.141107
2026-06-07 0.099881 0.133807 0.186175 0.281656 0.479013 0.979447 3.375520
2026-06-14 0.098923 0.133343 0.187066 0.286612 0.497827 1.059730 4.131860